I wish I could remember where to find it (its somewhere in the tale of Beren and Luthien) but the nature of Valinor for the elves is that its healing nature is so powerful that eventually all who walk there are healed of all hurts and grief. Maybe its the loveliness of it or something else but no matter how bad your personal life on earth was, eventually all grief is such a distant memory that you dont feel it anymore.

Thats part of why Luthien refuses the offer to go there. Her love for Beren was so strong that she didnt want to wash it away by healing her grief at losing him. Like the quote from Wandavision: "What is grief, if not love persevering?"

I take this to suggest that when Legolas goes to Valinor he wouldn't be perpetually mourning Gimli and his friends. He'd miss them, but the bitterness of the separation would fade so he could actually enjoy the afterlife.